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CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
WINDR 2019-1A CLO BR WINDR 2019-1AAAA (sf)N/A20.87123.3132.91.08120171.11.4309/06/22
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A19.82123.3130.21.06120178.81.4909/06/22
YCLO 2014-1A BRR YCLO 2014-1AAAA (sf)AA+21.58123.2133.41.08120166.31.3909/06/22
GNRT 2A CLO BR GNRT 2AAAA (sf)AA20.37122.5132.31.08120173.41.4509/06/22
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A20.33121.6132.51.09120179.61.509/06/22
GNRT 6A CLO BR GNRT 6AAAA (sf)AA20.21121.6132.21.091201691.4109/06/22
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A20.22122.5133.61.09120166.51.3909/06/22
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A20.22122.5133.61.09120166.51.3909/06/22
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)N/A16.95121.6129.91.07120163.71.3609/06/22
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA33.66122.5130.71.07120170.61.4209/06/22
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA27.03122.5130.71.07120170.61.4209/06/22
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA16.53122.5130.71.07120170.61.4209/06/22
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA16.53122.5130.71.07120170.61.4209/06/22
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA35.93121.6131.91.08120184.41.5409/06/22
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA32.32121.6131.91.08120184.41.5409/06/22
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+18.25121.6131.91.08120184.41.5409/06/22
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+18.25121.6131.91.08120184.41.5409/06/22
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AA+25.25114140.31.23105167.51.609/06/22
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AA+22.36122.6136.11.11120185.51.5509/06/22
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AA+16.48122.6128.11.04120172.31.4409/06/22
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A25.94122.1141.81.161202021.6809/06/22
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA17.42122.3130.31.07120169.11.4109/06/22
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA17.42122.3130.31.07120169.11.4109/06/22
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA27.75152.3154.41.011202071.7309/06/22
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AA+29.56149.4154.61.03120231.51.9309/06/22
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA34.75121.6131.81.081201771.4809/06/22
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA32.68121.6131.81.081201771.4809/06/22
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA32.68121.6131.81.081201771.4809/06/22
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A21.29121.6131.81.081201771.4809/06/22
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A15.07114122.11.07110160.81.4609/06/22
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A34.44121.6131.91.08120180.11.509/06/22
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A20.92121.6131.91.08120180.11.509/06/22
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB+ (sf)N/A8.86107.1113.81.06105144.91.3809/06/22
ABBSL 2021-3A CLO C ABBSL 2021-3AAA- (sf)N/A14.67114122.21.07115164.51.4309/06/22
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB+ (sf)N/A4.72103.2108.91.06   09/06/22
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A8.43107.6113.91.06110148.61.3509/06/22
ABBSL 2021-3A CLO E ABBSL 2021-3ABB+ (sf)N/A4.27103.7108.91.05   09/06/22
AIGIM 2019-2A CLO BR AIGIM 2019-2AAAA (sf)N/A21.73121.6131.41.08120152.91.2709/06/22
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA17.28123.3129.11.05120166.11.3809/06/22
AIGIM 2021-3A CLO B AIGIM 2021-3AAAA (sf)AA21.89121.6131.61.08   09/06/22
AIMCO 2015-AA CLO BR2 AIMCO 2015-AAAAA (sf)AA21.12117.6125.71.07115151.61.3209/06/22
AIGIM 2021-1A CLO B AIGIM 2021-1AAAA (sf)AA19.851251341.07120174.51.4509/06/22
AIGIM 2020-1A CLO BR AIGIM 2020-1AAAA (sf)N/A20.58121.6131.41.08120175.61.4609/06/22
AIGIM 2021-2A CLO B AIGIM 2021-2AAAA (sf)AA18.48121.9131.71.08120171.21.4309/06/22
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)N/A20.25122.51321.081201581.3209/06/22
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA31.48123.2132.71.08120164.81.3709/06/22
AIMCO 2020-12A CLO BR AIMCO 2020-12AAAA (sf)N/A20.63121.61321.091201731.4409/06/22
AIMCO 2018-BA CLO BR AIMCO 2018-BAAAA (sf)AA20.29123.2132.71.08120164.81.3709/06/22
AIMCO 2018-BA CLO CR AIMCO 2018-BAAAA (sf)A15.15117124.71.07110152.51.3909/06/22
AIMCO 2018-BA CLO D AIMCO 2018-BAA (sf)BBB-8.43109.3115.51.06105136.61.309/06/22